Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51588.7 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48389.64 Kr¶

PnL: ---------------------------------------> -697.93 Kr¶

DD now: ---------------------------------> -0.685 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:50:21.142738'

Anic Portfolio¶

Today¶

Return: -0.098 %¶

This Week¶

Return: 8.546 %¶

Total¶

Return: 68.888 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -2.210000 3348.000000 168.000000 5.280000 3180.000006
HMS Networks 2 2.570000 798.400000 125.400000 18.630000 673.000000
Nordea Bank Abp 29 1.030000 3568.160000 114.160000 3.310000 3453.999992
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
HEBA B 70 1.700000 2719.500000 83.500000 3.170000 2636.000010
Swedbank A 3 2.540000 616.500000 52.500000 9.310000 564.000000
Resurs Holding 22 1.370000 619.740000 45.740000 7.970000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.850000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.710000 386.400000 31.400000 8.850000 355.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 1.030000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 1.960000 583.260000 13.260000 2.330000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.870000 249.360000 3.360000 1.370000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.280000 545.750000 -0.250000 -0.050000 546.000000
Corem Property Group B 59 1.470000 572.010000 -4.990000 -0.860000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
Boozt 12 0.370000 1636.800000 -17.200000 -1.040000 1653.999996
CTEK 13 1.460000 507.130000 -26.870000 -5.030000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.030000 539.800000 -34.200000 -5.960000 574.000000
Vivesto 1368 -0.490000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Axfood 15 -3.900000 3876.000000 -424.000000 -9.860000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48396.260000 -691.310000 -0.67199% 49087.564636

Updated:¶

'2023-02-01 11:49:48.805285'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶